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  • Article
    Citation - WoS: 2
    Citation - Scopus: 3
    Uncorrelatedness and Correlatedness of Powers of Random Variables
    (Birkhauser verlag Ag, 2002) Ostrovska, S
    Let xi(1),...,xi(n) be random variables and U be a subset of the Cartesian prodnet Z(+)(n), Z(+) being the set of all non-negative integers. The random variables are said to be strictly U-uncorrelated if E(xi(1)(j1) ... xi(n)(jn)) = E(xi(1)(j1)) ... E(xi(n)(jn)) double left right arrow (j(1), ..., j(n)) is an element of U. It is proved that for an arbitrary subset U subset of or equal to Z(+)(n) containing all points with 0 or I non-zero coordinates there exists a collection of n strictly U-uncorrelated random variables.